화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.36, No.3, 840-851, 1998
Asynchronous stochastic approximations
The asymptotic behavior of a distributed, asynchronous stochastic approximation scheme is analyzed in terms of a limiting nonautonomous differential equation. The relation between the latter and the relative values of suitably rescaled relative frequencies of updates of different components is underscored.